Value and Policy Iterations in Optimal Control and Adaptive Dynamic Programming

Research output: Contribution to journalArticlepeer-review

54 Scopus citations

Abstract

In this paper, we consider discrete-time infinite horizon problems of optimal control to a terminal set of states. These are the problems that are often taken as the starting point for adaptive dynamic programming. Under very general assumptions, we establish the uniqueness of the solution of Bellman's equation, and we provide convergence results for value and policy iterations.

Original languageEnglish (US)
Pages (from-to)500-509
Number of pages10
JournalIEEE Transactions on Neural Networks and Learning Systems
Volume28
Issue number3
DOIs
StatePublished - Mar 2017
Externally publishedYes

Keywords

  • Dynamic programming (DP)
  • optimal control
  • policy iteration (PI)
  • value iteration (VI)

ASJC Scopus subject areas

  • Software
  • Computer Science Applications
  • Computer Networks and Communications
  • Artificial Intelligence

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